doubleEMA() function

Warning! This page documents an earlier version of Flux, which is no longer actively developed. Flux v0.65 is the most recent stable version of Flux.

The doubleEMA() function calculates the exponential moving average of values in the _value column grouped into n number of points, giving more weight to recent data at double the rate of exponentialMovingAverage().

Function type: Aggregate

doubleEMA(n: 5)
Double exponential moving average rules:
  • A double exponential moving average is defined as doubleEMA = 2 * EMA_N - EMA of EMA_N.
    • EMA is an exponential moving average.
    • N = n is the period used to calculate the EMA.
  • A true double exponential moving average requires at least 2 * n - 1 values. If not enough values exist to calculate the double EMA, it returns a NaN value.
  • doubleEMA() inherits all exponential moving average rules.

Parameters

n

The number of points to average.

Data type: Integer

Examples

Calculate a five point double exponential moving average

from(bucket: "telegraf/autogen"):
  |> range(start: -12h)
  |> doubleEMA(n: 5)

Function definition

doubleEMA = (n, tables=<-) =>
  tables
    |> exponentialMovingAverage(n:n)
    |> duplicate(column:"_value", as:"ema")
    |> exponentialMovingAverage(n:n)
    |> map(fn: (r) => ({r with _value: 2.0 * r.ema - r._value}))
    |> drop(columns: ["ema"])

DOUBLE_EXPONENTIAL_MOVING_AVERAGE